+215.7%
IEFA vs EXPE
+453.9%
-238.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.9% | +7.3% | +0.9% |
| 7D | +1.2% | -9.8% | +10.9% | +3.1% |
| 30D | -0.6% | -11.5% | +10.9% | +1.5% |
| 3M | +6.2% | +21.7% | -15.5% | +1.6% |
| 6M | +11.2% | +10.4% | +0.8% | +7.9% |
| YTD | +14.2% | -2.5% | +16.7% | +12.6% |
| 1Y | +20.0% | +27.3% | -7.3% | +11.4% |
| 3Y | +68.8% | +153.5% | -84.7% | +31.0% |
| 5Y | +52.7% | +91.1% | -38.4% | +20.9% |
| 10Y | +144.2% | +153.1% | -8.9% | +65.9% |
| All | +215.7% | +453.9% | -238.2% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling